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type_genre:"Kongress"
type_genre:"No longer published / No longer aquired"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~person:"Andersson, Michael K."
~person:"Flodén, Martin"
~person:"Hagerud, Gustaf E."
~subject:"Share price"
~type_genre:"Conference proceedings"
~type_genre:"Graue Literatur"
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Andersson, Michael K.
Flodén, Martin
Hagerud, Gustaf E.
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A new non-linear GARCH model
Hagerud, Gustaf E.
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1997
Persistent link: https://www.econbiz.de/10000958392
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A smooth transition ARCH model for asset returns
Hagerud, Gustaf E.
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1997
Persistent link: https://www.econbiz.de/10000959364
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3
Specification tests for asymmetric GARCH
Hagerud, Gustaf E.
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1997
Persistent link: https://www.econbiz.de/10000959369
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Modeling Nordic stock returns with asymmetric GARCH models
Hagerud, Gustaf E.
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1997
Persistent link: https://www.econbiz.de/10000959372
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